New evidence on market response to public announcements in the presence of microstructure noise (Q2076860)

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New evidence on market response to public announcements in the presence of microstructure noise
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    New evidence on market response to public announcements in the presence of microstructure noise (English)
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    22 February 2022
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    risk analysis
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    uncertainty modeling
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    microstructure noise
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    stochastic process
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